Quant Developer: Trading Systems & Backtesting

mathrix; Utrecht; On-site; EUR 60,000 - 80,000; Full time

Benefits offered by this job

Excellent remuneration

25 vacation days

Allowance for commuting expenses

Yearly office trip(s)

Fitness allowance

Friday afternoon drinks

Weekly massages

Excellent free lunch

Job summary

mathrix in Utrecht is looking for a Quant Developer to develop software crucial for automated trading strategies. You will collaborate with top-tier traders to create state-of-the-art solutions in a dynamic environment.

The ideal candidate holds a Master’s in Physics, Mathematics, or Computer Science from a top 200 university and is proficient in programming. Benefits include excellent remuneration, a fun work environment, 25 vacation days, and additional perks like fitness allowances and weekly massages.

Qualifications

• Master's degree from a top 200 university with exceptional grades.
• Proficiency in various programming languages.
• Comfortable using command line and SSH.
• Experience with Git for version control.

Responsibilities

• Develop software and models for automated trading strategies.
• Work closely with traders to find solutions.
• Analyse projects and implement solutions.

Skills

Proficient in programming languages

Comfortable in Linux/Unix environment

Experience with version control (git)

Accurate coding practices

Teamplayer with clear communication

Pro-active and flexible

Education

Master’s degree in Physics, Mathematics or Computer Science

Job description

mathrix in Utrecht is looking for a Quant Developer to develop software crucial for automated trading strategies. You will collaborate with top-tier traders to create state-of-the-art solutions in a dynamic environment.

The ideal candidate holds a Master’s in Physics, Mathematics, or Computer Science from a top 200 university and is proficient in programming. Benefits include excellent remuneration, a fun work environment, 25 vacation days, and additional perks like fitness allowances and weekly massages.